1995
DOI: 10.1007/bf02140770
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Stability analysis of a general toeplitz systems solver

Abstract: We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that R T R is close to A T A. Thus, when the algorithm is used to solve the semi-normal equations R T Rx = A T b, we obtain a weakly stable method for the solution of a nonsingular Toeplitz or Hankel linear system Ax = b. The algorithm also applies to the solution of the full-rank Toeplitz or Hankel least squares problem min Ax − b 2 .

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Cited by 20 publications
(19 citation statements)
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“…It is always, however, a matrix with a Toeplitz structure [11,12]. In the most general case, it takes the form of Equation (7).…”
Section: Convolution Matrixmentioning
confidence: 99%
“…It is always, however, a matrix with a Toeplitz structure [11,12]. In the most general case, it takes the form of Equation (7).…”
Section: Convolution Matrixmentioning
confidence: 99%
“…In the first step, the linear system solving is based on the Cholesky factorization of the symmetrical matrix Z. The complexity is O(K 3 ), but could be reduced to O(K 2 ) by using the Hankel property of Z [see Bojanczyk et al (1995) for instance]. The roots of q y min (α) are then calculated with Matlab function "roots", which builds the companion matrix of q y min (α) then finds its eigenvalues with a Q R factorization method.…”
Section: K -Product Algorithmmentioning
confidence: 99%
“…In many cases, solving (1) by means of the solution of the normal equations is not recommended because the condition number κ(T T T ) can be as large as κ(T ) 2 [20,Section 5.3]. However, this method can be used in the Toeplitz case because, as has been proved in [6] using the results in [8] and [7], the computed triangular factorR satisfies…”
Section: Solution Of the Normal Equationsmentioning
confidence: 99%